+34,426.4%
TQQQ vs CMI
+1,483.0%
+32,943.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +1.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.1% |
| 30D | -4.9% | -12.4% | +7.5% | +10.7% |
| 3M | -6.4% | -14.8% | +8.4% | +12.4% |
| 6M | +44.4% | +0.8% | +43.6% | +42.3% |
| YTD | +35.2% | +10.2% | +25.0% | +18.2% |
| 1Y | +49.5% | +37.4% | +12.1% | -0.3% |
| 3Y | +250.7% | +153.3% | +97.4% | +17.8% |
| 5Y | +104.7% | +167.6% | -62.9% | -31.5% |
| 10Y | +3,029.5% | +514.4% | +2,515.2% | +321.9% |
| All | +34,426.4% | +1,483.0% | +32,943.4% | +1,775.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling